-62.8%
ZTS vs RIG
+52.4%
-115.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.4% | -2.9% |
| 7D | -4.8% | -2.7% | -2.1% | -4.7% |
| 30D | +1.2% | +9.5% | -8.3% | +0.7% |
| 3M | -6.0% | -6.6% | +0.6% | -5.8% |
| 6M | -38.7% | -2.9% | -35.9% | -38.9% |
| YTD | -40.6% | +39.5% | -80.1% | -42.0% |
| 1Y | -50.6% | +82.3% | -132.9% | -52.6% |
| 3Y | -58.7% | -29.6% | -29.2% | -59.2% |
| 5Y | -62.8% | +63.2% | -126.0% | -63.6% |
| All | -62.8% | +52.4% | -115.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling